Results 201 to 210 of about 25,371 (266)
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, Volume 94, Issue 2, Page 347-381, August 2026.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Adaptive Kalman Filter-Based UWB Location Tracking with Optimized DS-TWR in Workshop Non-Line-of-Sight Environments. [PDF]
Sensors (Basel)Wu J, Xiong Y, Li W, Xia W.
europepmc +1 more source
The Journal of Finance, Volume 81, Issue 4, Page 2271-2330, August 2026.ABSTRACT Using information in returns, we identify the stochastic process of consumption. We find that aggregate consumption reacts over multiple quarters to innovations spanned by financial markets. This persistent component accounts for over a quarter of consumption variation. These shocks command a large and significant risk premium, driving a large
SVETLANA BRYZGALOVA +2 more
wiley +1 more source
An Enhanced Adaptive Kalman Filter for Multibody Model Observation. [PDF]
Sensors (Basel)Rodríguez AJ, Sanjurjo E, Naya MÁ.
europepmc +1 more source
Cointegration in a MIDAS Regression
Oxford Bulletin of Economics and Statistics, Volume 88, Issue 4, Page 712-725, August 2026.ABSTRACT Mixed data sampling (MIDAS) cointegration models are used to analyse variables observed at different frequencies. In this paper, we start from an assumed autoregressive distributed lag (ADL) model for high‐frequency observations, and derive the resulting representation when the dependent variable is only observed at a lower frequency.
H. Peter Boswijk, Philip Hans Franses
wiley +1 more source
An Improved Cubature Kalman Filter for GNSS-Denied and System-Noise-Varying INS/GNSS Navigation. [PDF]
Micromachines (Basel)Liu D, Chen X, Cui B.
europepmc +1 more source
Journal of Geophysical Research: Atmospheres, Volume 131, Issue 14, 28 July 2026.Abstract Climate change has caused highly uncertain precipitation regimes and associated hydrometeorological hazards over global drylands. Accurate precipitation measurements are vital for monitoring dryland ecohydrology. Satellite precipitation products (SPPs), including the Integrated Multi‐satellitE Retrievals for GPM (Global Precipitation ...
Diya Das +3 more
wiley +1 more source
Real time estimation of battery SOC and autonomous charging strategy for dynamic energy storage charging robot with extended Kalman filter. [PDF]
Sci RepZhou Y +9 more
europepmc +1 more source
Journal of Geophysical Research: Atmospheres, Volume 131, Issue 14, 28 July 2026.Abstract Pyrocumulonimbus (pyroCb) events, smoke‐infused thunderstorm clouds triggered by intense wildfires under suitable meteorological conditions, are an efficient pathway for transporting smoke to elevated altitudes. In some cases, smoke reaches the upper troposphere and lower stratosphere region, where it can persist for extended time periods and ...
Tabea Unser +3 more
wiley +1 more source